You will need to call HMRC on 0300 200 3310 and inform them you are no longer self-employed or alternatively, you can do this online by following the link below - you will need your National Insurance Number and Unique Tax Reference (UTR) to hand.
https://online.hmrc.gov.uk/shortforms/form/CeaseTrading
They are open Mon to Fri 8.00am to 8.00pm, and Sat to Sun 8.00am to 4.00pm.